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Impact of Inflation on Stock Returns in Iraqi Stock Market: An Autoregressive Distributed Lag Model Analysis for period (2005-2015)
أثر التضخم على عوائد أسهم قطاعات سوق العراق للاو ا رق المالية:تحميل نموذج الانحدار الذاتي 5005- ذو الإبطاء الموزعة لممدة 5005

Authors: Ahmad H. Battal احمد حسين بتال
Journal: AL-Anbar University journal of Economic and Administration Sciences مجلة جامعة الانبار للعلوم الاقتصادية والادارية ISSN: 19988141 Year: 2017 Volume: 9 Issue: 18 Pages: 31-67
Publisher: University of Anbar جامعة الانبار


The study aimed to analyze the impact of inflation on stock returns in Iraqi stock Market, the study used the Autoregressive distributed lag model to determine of the relationship between inflation and stock returns in Iraqi stock Market, using monthly data covering the period from 2005 to 2015.The results showed that inflation rate has a negative impact on stock returns (banking sector, insurance sector, investment sector, the tourism sector and the general index of the market).and there are a co-integration and long-run Relationships between inflation and stock returns for 2005-2015. Also the results showed that a short run inverse relationship between inflation and stock return for sectors (banks, insurance, investment) general index of the market. This results support that stocks does not hedges against inflation in long run in Iraq stock marked.

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